External module "ql/termstructures/volatility/kahalesmilesection"

Index

Classes

Variables

Variables

Const QL_KAHALE_ACC

QL_KAHALE_ACC: 1e-12 = 1e-12

Const QL_KAHALE_EPS

QL_KAHALE_EPS: number = QL_EPSILON

Const QL_KAHALE_FMAX

QL_KAHALE_FMAX: number = QL_MAX_REAL

Const QL_KAHALE_SMAX

QL_KAHALE_SMAX: 5 = 5